Cholesky decomposition

Results: 129



#Item
71Matrices / Covariance and correlation / Summary statistics / Numerical linear algebra / Algebra of random variables / Covariance / Estimation of covariance matrices / Matrix norm / Cholesky decomposition / Statistics / Algebra / Mathematics

Covariance regularization by thresholding

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2009-03-21 03:07:14
72Time series analysis / Vector autoregression / Numerical linear algebra / Variance decomposition / Variance / Shock / Gross domestic product / Cholesky decomposition / Covariance matrix / Statistics / Econometrics / Data analysis

Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries; Tamim Bayoumi and Andrew Swiston; IMF Working Paper[removed]; July 1, 2007

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Source URL: www.imf.org

Language: English - Date: 2007-07-23 13:31:01
73Artificial intelligence / Neural networks / Perceptron / Expectation–maximization algorithm / Hidden Markov model / Speech recognition / Cholesky decomposition / Part-of-speech tagging / Statistical classification / Statistics / Machine learning / Markov models

Matrix Updates for Perceptron Training of Continuous Density Hidden Markov Models Chih-Chieh Cheng Department of Computer Science and Engineering, University of California, San Diego Fei Sha

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Source URL: www-bcf.usc.edu

Language: English - Date: 2011-08-01 12:49:00
74Matrices / Numerical linear algebra / Matrix theory / Data analysis / Cholesky decomposition / Symmetric matrix / Matrix / Singular value decomposition / Positive-definite matrix / Algebra / Linear algebra / Mathematics

Matrix LET Subcommands CHOLESKY DECOMPOSITION CHOLESKY DECOMPOSITION PURPOSE

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Source URL: www.itl.nist.gov

Language: English - Date: 2013-11-27 15:34:14
75Matrix theory / Numerical linear algebra / Matrices / Sparse matrices / Symmetric matrix / Matrix decomposition / Cholesky decomposition / Matrix / Triangular matrix / Algebra / Linear algebra / Mathematics

Fast and Elegant Numerical Linear Algebra Using the RcppEigen Package Douglas Bates Dirk Eddelbuettel

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2012-08-14 19:49:34
76Numerical linear algebra / Matrix theory / Singular value decomposition / Covariance and correlation / Kalman filter / Covariance / Matrix / Cholesky decomposition / Array programming / Algebra / Linear algebra / Mathematics

RcppArmadillo: Accelerating R with High-Performance C++ Linear Algebra Dirk Eddelbuettela,∗, Conrad Sandersonb,c a Debian Project, http: // www. debian. org

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Source URL: dirk.eddelbuettel.com

Language: English - Date: 2013-02-03 22:56:24
77Numerical linear algebra / Matrices / Covariance and correlation / Matrix theory / Kalman filter / Cholesky decomposition / QR decomposition / Linear least squares / Matrix / Algebra / Linear algebra / Mathematics

IEEE TRANSACTIONS ON ROBOTICS, MANUSCRIPT SEPTEMBER 7, [removed]iSAM: Incremental Smoothing and Mapping Michael Kaess, Student Member, IEEE, Ananth Ranganathan, Student Member, IEEE,

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Source URL: people.csail.mit.edu

Language: English - Date: 2012-03-26 23:44:11
78Estimation theory / Control theory / Data assimilation / Statistical forecasting / Weather prediction / Cholesky decomposition / Iterative method / Covariance / Matrix / Statistics / Mathematics / Bayesian statistics

DAO Oce Note[removed]Oce Note Series on Global Modeling and Data Assimilation Richard B. Rood, Head Data Assimilation Oce

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Source URL: gmao.gsfc.nasa.gov

Language: English - Date: 2005-07-13 12:30:37
79Robot control / Summary statistics / Linear filters / Kalman filter / Covariance matrix / Covariance / Cholesky decomposition / Normal distribution / Variance / Statistics / Data analysis / Covariance and correlation

Covariance Recovery from a Square Root Information Matrix for Data Association Michael Kaess CSAIL, Massachusetts Institute of Technology, 32 Vassar St., Cambridge, MA[removed]Frank Dellaert College of Computing, Georgia I

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Source URL: people.csail.mit.edu

Language: English - Date: 2012-03-26 23:43:16
80Normal distribution / Maximum likelihood / Matrix / Multivariate normal distribution / Cholesky decomposition / Point estimation / Prior probability / Likelihood function / Estimator / Statistics / Estimation theory / Variance

What to Do When Your Hessian Is Not Invertible Alternatives to Model Respecification in Nonlinear Estimation JEFF GILL University of California, Davis

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Source URL: gking.harvard.edu

Language: English - Date: 2013-02-04 23:42:24
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